Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47569.58 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46174.6 Kr¶

PnL: ---------------------------------------> -713.97 Kr¶

DD now: ---------------------------------> -2.18 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:34:14.597702'

Anic Portfolio¶

Today¶

Return: 0.285 %¶

This Week¶

Return: -0.717 %¶

Total¶

Return: 55.731 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.630000 2835.000000 199.000000 7.550000 2636.000010
HMS Networks 2 14.690000 793.200000 120.200000 17.860000 673.000000
FM Mattsson Mora Group B 50 0.830000 3035.000000 108.000000 3.690000 2927.000000
SAAB B 8 0.730000 3432.800000 55.800000 1.650000 3377.000000
Corem Property Group B 59 0.860000 622.450000 45.450000 7.880000 576.999999
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.430000 397.600000 42.600000 12.000000 355.000000
Intrum 4 6.220000 563.200000 36.200000 6.870000 527.000000
Resurs Holding 22 -0.260000 600.380000 26.380000 4.600000 573.999998
AcadeMedia 12 -0.410000 583.200000 26.200000 4.700000 557.000004
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 0.140000 1670.400000 16.400000 0.990000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 -0.170000 577.800000 7.800000 1.370000 570.000000
OEM International B 7 -0.390000 535.500000 7.500000 1.420000 527.999997
Swedbank A 3 -1.470000 571.200000 7.200000 1.280000 564.000000
Norva24 Group 16 0.410000 548.480000 5.480000 1.010000 543.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.160000 250.560000 4.560000 1.850000 246.000000
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
CTEK 13 1.030000 534.560000 0.560000 0.100000 533.999999
Beijer Electronics Group 26 -5.460000 2969.200000 -1.800000 -0.060000 2971.000006
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.020000 534.250000 -11.750000 -2.150000 546.000000
Essity B 2 0.040000 559.400000 -14.600000 -2.540000 574.000000
Nordea Bank Abp 29 -1.040000 3433.020000 -20.980000 -0.610000 3453.999992
Essity A 4 0.360000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 0.630000 556.000000 -38.570000 -6.490000 594.565215
Vivesto 1368 0.260000 534.890000 -78.110000 -12.740000 612.999432
Sampo Oyj SDB 7 -1.650000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.600000 3519.100000 -236.900000 -6.310000 3756.000001
OX2 18 0.770000 1413.900000 -250.100000 -15.030000 1663.999992
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46174.600000 -713.970000 -2.18037% 46888.564618

Updated:¶

'2023-01-26 09:34:27.577867'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶